+27.7%
JCI vs CASY
+32.1%
-4.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.4% | -7.7% | -6.3% |
| 7D | -10.7% | +0.8% | -11.5% | -10.7% |
| 30D | -10.4% | +9.4% | -19.8% | -10.7% |
| 3M | -8.3% | -20.6% | +12.3% | -7.2% |
| 6M | -2.1% | -20.7% | +18.6% | +2.3% |
| YTD | +18.4% | +22.5% | -4.1% | +11.6% |
| 1Y | +27.7% | +29.5% | -1.8% | +19.6% |
| All | +27.7% | +32.1% | -4.5% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling